Using high frequency stock market index data to calculate, model and forecast realized return variance
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| Autore principale: | |
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| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
San Domenico (FI)
European University Institute
2001
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| Serie: | EUI Working paper ECO
No. 2001/6 |
| Soggetti: | |
| Tags: |
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